"An efficient and accurate lattice for pricing derivatives under a ..."

Chuan-Ju Wang et al. (2009)

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DOI: 10.1145/1529282.1529494

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Chuan-Ju Wang, Tian-Shyr Dai, Yuh-Dauh Lyuu, Yen-Chun Liu:
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process. SAC 2009: 966-970

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